Michael Grabchak

Michael Grabchak is a Professor in the Department of Mathematics and Statistics at the University of North Carolina at Charlotte (UNC Charlotte). His research focuses on tempered stable distributions, infinitely divisible processes, heavy-tailed phenomena, quantitative finance, and entropy estimation. He has developed software packages such as SubTS, SymTS, and EntropyEstimation for statistical analysis and simulation.

His work bridges theoretical probability and applications in finance, statistics, and computational methods. Key contributions include studies on Lévy processes, risk estimation, and biodiversity metrics using entropy-based techniques. He has authored a monograph on tempered stable distributions and edited volumes on extreme value theory. His teaching includes advanced courses on applied probability and statistical methods, and he has presented his research at international conferences across the globe.

Grabchak’s research has been published in top journals like Statistics and Computing, Journal of Applied Probability, and Quantitative Finance. He actively contributes to academic service through invited lectures, editorial roles, and software development for statistical education and applications.